On mutual fund herding
This study examines several issues related to mutual fund herd behavior. First, a unifying and consistent framework for measuring herd behavior is developed. This framework generates portfolio-level measures for each fund manager over each quarter, and relates herd behavior to other aspects of por...
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| Format: | Others |
| Language: | English |
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2011
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| Online Access: | http://hdl.handle.net/2152/ETD-UT-2011-08-3774 |